NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 77.16 77.57 0.41 0.5% 75.66
High 77.61 77.65 0.04 0.1% 78.45
Low 76.79 73.88 -2.91 -3.8% 72.58
Close 77.54 76.87 -0.67 -0.9% 75.80
Range 0.82 3.77 2.95 359.8% 5.87
ATR 2.09 2.21 0.12 5.7% 0.00
Volume 8,347 14,212 5,865 70.3% 57,968
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 87.44 85.93 78.94
R3 83.67 82.16 77.91
R2 79.90 79.90 77.56
R1 78.39 78.39 77.22 77.26
PP 76.13 76.13 76.13 75.57
S1 74.62 74.62 76.52 73.49
S2 72.36 72.36 76.18
S3 68.59 70.85 75.83
S4 64.82 67.08 74.80
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 93.22 90.38 79.03
R3 87.35 84.51 77.41
R2 81.48 81.48 76.88
R1 78.64 78.64 76.34 80.06
PP 75.61 75.61 75.61 76.32
S1 72.77 72.77 75.26 74.19
S2 69.74 69.74 74.72
S3 63.87 66.90 74.19
S4 58.00 61.03 72.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.90 72.58 5.32 6.9% 2.64 3.4% 81% False False 11,523
10 78.45 72.58 5.87 7.6% 2.23 2.9% 73% False False 11,719
20 81.95 72.58 9.37 12.2% 2.22 2.9% 46% False False 12,933
40 83.87 72.58 11.29 14.7% 2.07 2.7% 38% False False 11,676
60 84.87 72.58 12.29 16.0% 1.79 2.3% 35% False False 10,441
80 84.87 72.58 12.29 16.0% 1.67 2.2% 35% False False 8,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.67
2.618 87.52
1.618 83.75
1.000 81.42
0.618 79.98
HIGH 77.65
0.618 76.21
0.500 75.77
0.382 75.32
LOW 73.88
0.618 71.55
1.000 70.11
1.618 67.78
2.618 64.01
4.250 57.86
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 76.50 76.54
PP 76.13 76.22
S1 75.77 75.89

These figures are updated between 7pm and 10pm EST after a trading day.

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